/deepregression

Fitting Semi-Structured Deep Distributional Regression in R

Primary LanguageR

deepregression

R build status Codecov test coverage MIT license

Installation

To install the package, use the following command:

devtools::install_github("davidruegamer/deepregression")

Note that the installation requires additional packages (see below) and their installation is currently forced by deepregression.

Requirements

The requirements are given in the DESCRIPTION. If you load the package manually using devtools::load_all, make sure the following packages are availabe:

  • Matrix
  • dplyr
  • keras
  • mgcv
  • reticulate
  • tensorflow
  • tfprobability

If you set up a Python environment for the first time, install reticulate and run the check_and_install function from the deepregression package. This tries to install miniconda, TF 2.1, TFP 0.9 and keras 2.4.3, which seems to be the most reliable setup for deepregression at the moment.

How to cite this?

Until published, please cite the following preprint:

@article{rugamer2020unifying,
  title={Semi-Structured Deep Distributional Regression: Combining Structured Additive Models and Deep Learning},
  author={R{\"u}gamer, David and Kolb, Chris and Klein, Nadja},
  journal={arXiv preprint arXiv:2002.05777},
  year={2020}
}

How to use this?

See the tutorial for a detailed introduction.

Python version

A Python version of the package is available here.

Related literature

The following works are based on the ideas implemented in this package: